- The document provides performance metrics for the Argie Bond Quant fund from inception on December 7, 2011 through May 13, 2014. It includes annualized returns, annual returns for 2012-2014, year-to-date and month-to-date returns, as well as risk metrics like annualized volatility, maximum drawdown, and Sharpe ratio. The fund has achieved annualized returns of 1.86% since inception with maximum drawdowns of 27 trading days to the bottom and 14 days to recover.

1. Return
Since inception 12/07/2011 (2,43 years)
Annualized
Year 2012
Year 2013
Year to date
Month to date
Week to date
Last day 05/13/2014
Best day
Worst day
Risk
Annualized volatility
Beta / Correlation against IAMC Bond Index
VaR1% 1 day
Maximum drawdown (27 trading days to the bottom, 14 to recover)
Risk-adjusted
Annualized Alpha vs. IAMC Bond Index
Sharpe ratio (Risk free rate 16,90%)
1/ Composite of all accounts under management. Subject to minor changes.
1,86
Argie Bond Quant track record
-3,64%
5,27%
11,94%
0,77 / 0,74
-7,37%
-1,95%
12,75%
ABQ1/
123,54%
39,18%
36,79%
40,74%
1,48%
0,85%
0,37%
3,05%

2. Daily data Inception date 12/07/2011 =1
Argie Bond Quant track record
0,90
1,10
1,30
1,50
1,70
1,90
2,10
2,30
2,50
D
2011
J
2012
F M A M J J A S O N D J
2013
F M A M J J A S O N D J
2014
F M A M
Maximum drawdown Recovery Argie Bond Quant

3. J F M A M* J J A S O N D Year
2011 2,98% 2,98%
2012 4,49% 3,49% 2,63% 0,68% -1,85% 4,78% 5,24% 1,16% 4,44% -1,42% 2,31% 6,16% 36,79%
2013 6,17% -3,84% 4,93% 6,48% -2,74% -0,43% 6,34% 2,49% 7,49% 8,70% -1,06% 1,12% 40,74%
2014 8,50% 1,64% 0,14% 0,61% 1,48% 12,75%
* as of 05/13/2014
Argie Bond Quant track record